Company X wants to borrow $10,000,000 floating for 5 years; company Y wants to borrow $10,000,000 fixed for 5 years. Their external borrowing opportunities are shown here: 10% Fixed-Rate Borrowing Cost 10% 12% Company X Company Y A swap bank is involved and quotes the following for five-year dollar interest rate swaps: 10.05 percent-10.45 percent against SOFR flat. X Floating-Rate Borrowing Cost SOFR SOFR+ 1.5% LIBOR 10.05% SWAP LIBOR BANK 10.45% Y LIBOR + 1% Assume both X and Y agree to the swap bank's terms. Fill in the values for A, B, C, D, E, & F on the diagram.

Company X wants to borrow $10,000,000 floating for 5 years, company Y wants to borrow $10,000,000 fixed for 5 years. Their external borrowing opportunities are shown here: A swap bank is involved and quotes the following for five-year dollar interest rate swaps: 10.05 percent-10.45 percent against SOFR flat. Assume both X and Y agree to the swap bank's terms. Fill in the values for A,B,C,D,E,&F on the diagram